+257.6%
ALAB vs BG
+12.8%
+244.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.4% |
| 7D | +16.3% | +2.6% | +13.7% | +16.6% |
| 30D | -26.1% | -6.7% | -19.5% | -26.7% |
| 3M | -31.3% | -9.3% | -22.0% | -32.0% |
| 6M | -1.0% | -18.3% | +17.3% | -1.7% |
| YTD | +33.3% | +16.2% | +17.2% | +32.1% |
| 1Y | +53.5% | +7.6% | +46.0% | +52.1% |
| All | +257.6% | +12.8% | +244.8% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling